Need help understanding the difference between a script format and query

In this context it sounds like they want to see any set of commands that will be changing (INSERT, UPDATE, DELETE, etc.) data and are not concerned with any queries you're running to simply return or review data.

I suspect more people use these terms interchangeably than you think.

It's a very good idea to go back to this department unashamed and ask for clarification as different teams use different terms. I think you will find they're asking you to plan any data-changing action out in advance, put your commands in sequence in a file (like a .sql file if you work in Management studio, etc.) and forward that file to them for review.

Asking around was a great move. You cannot be too careful with these things!

A query consists of a single command. A script is just a file with a bunch of queries.

See: http://docs.oracle.com/cd/E14373_01/user.32/e13370/sql_rep.htm